Strong consistency and optimality for generalized estimating equations with stochastic covariates
Statistics Theory
2017-11-15 v1 Statistics Theory
Abstract
In this article we study the existence and strong consistency of GEE estimators, when the generalized estimating functions are martingales with random coefficients. Furthermore, we characterize estimating functions which are asymptotically optimal.
Cite
@article{arxiv.1711.04990,
title = {Strong consistency and optimality for generalized estimating equations with stochastic covariates},
author = {Laura Dumitrescu and Ioana Schiopu-Kratina},
journal= {arXiv preprint arXiv:1711.04990},
year = {2017}
}